How to set up an incline
You will need only one collision box for the entire set of stairs, don't bother with bounds for each step, it just makes stuff complicated.

The black line symbolizes the collision mesh. Set it to invisible. When the character goes up the stairs, there won't be any issues, and it looks real enough that no-one should notice this standard FPS nuance.
Also, if you use BGE there is a setting for step height under the character physics type.